Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 0.427244 0.473201 0.523885 0.584268 0.654696 0.734795 0.833577
2025-02-09 0.366972 0.424052 0.490901 0.575969 0.682806 0.814575 0.992693
2025-02-16 0.329474 0.393322 0.471684 0.576841 0.717314 0.903198 1.176327
2025-02-23 0.292960 0.358369 0.441554 0.557889 0.721165 0.950174 1.311757
2025-03-02 0.262089 0.326851 0.411587 0.534145 0.713387 0.977648 1.422399
2025-03-09 0.246000 0.312834 0.402851 0.537681 0.743686 1.064377 1.644453
2025-03-16 0.237178 0.307502 0.405003 0.556335 0.798325 1.197629 1.980300
2025-03-23 0.226669 0.298704 0.401067 0.564914 0.837672 1.312213 2.315758
2025-03-30 0.215927 0.288574 0.394039 0.567499 0.866896 1.413838 2.657763
2025-04-06 0.204927 0.277168 0.383980 0.563846 0.884370 1.496294 2.986061
2025-04-13 0.190307 0.259400 0.362785 0.539605 0.861491 1.494721 3.111661
2025-04-20 0.183538 0.252990 0.358729 0.543735 0.891345 1.606883 3.574974
2025-04-27 0.177206 0.247110 0.355473 0.549667 0.927108 1.743628 4.188239
2025-05-04 0.169302 0.238277 0.346758 0.544970 0.941104 1.834635 4.716010
2025-05-11 0.163467 0.232332 0.342322 0.547541 0.970370 1.969738 5.483336
2025-05-18 0.154641 0.221116 0.328300 0.530906 0.956434 1.992790 5.852036
2025-05-25 0.145628 0.209164 0.312341 0.509288 0.928990 1.974961 6.050480
2025-06-01 0.141595 0.205105 0.309638 0.512941 0.958533 2.120400 7.084196
2025-06-08 0.140115 0.205119 0.313931 0.530628 1.023054 2.386022 9.006824
2025-06-15 0.137217 0.202593 0.313534 0.538794 1.066296 2.602770 10.989809
2025-06-22 0.133664 0.198771 0.310546 0.541293 1.095933 2.786405 13.083893
2025-06-29 0.129510 0.193724 0.305013 0.537917 1.110035 2.922300 15.100187
2025-07-06 0.122966 0.184306 0.290959 0.515215 1.070269 2.852519 15.264594